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Activity Number:
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34
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Type:
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Contributed
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Date/Time:
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Sunday, August 6, 2006 : 2:00 PM to 3:50 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #306135 |
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Title:
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Orthogonal-Maximin Latin Hypercube Designs
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Author(s):
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Ying Hung*+ and Roshan J. Vengazhiyil
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Companies:
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Georgia Institute of Technology and Georgia Institute of Technology
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Address:
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350187 Georgia Tech Station, Atlanta, GA, 30332,
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Keywords:
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computer experiments ; kriging ; multi-objective optimization ; simulated annealing
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Abstract:
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A randomly generated Latin hypercube design (LHD) can be quite structured: the variables may be highly correlated or the design may not have good space-filling properties. There are procedures to find good LHDs by minimizing correlations or maximizing the inter-site distances. In this article we have shown that these two criteria need not agree each other. In fact, maximization of inter-site distances can result in LHDs where variables are highly correlated and vice versa. Therefore, we propose a multi-objective optimization approach to find good LHDs by combining correlation and distance performance measures. We also propose a new exchange algorithm for efficiently generating such designs. Several examples are presented to show that the new algorithm is fast and the optimal designs are good in terms of both correlations and distances.
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